Bayesian Data Analysis: Second Edition (Chapman & Hall/CRC Texts in Statistical Science)

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Bayesian Data Analysis: Second Edition (Chapman & Hall/CRC Texts in Statistical Science) Review

I read the other reviews and agree with them to some extent. This is

a good introduction to applied Bayesian analysis. Lots of

good examples, illustrations and exercises.

If you are the kind of person who learns by way of examples, then

this might be the text book for you. If you are looking for the

bigger picture, then you will be lost here. There is very little in the way

of theory. Why is this the right method? What is gained theoretically

over a frequentist method? What are the theoretical properties of the

proposed approach? To a large extent these kinds of questions remain a mystery.

In terms of flexibility an applied Bayesian approach has some decided

advantages. However, in terms of theory

it's almost as if the authors want you to believe that once

you adopt the Bayesian approach then the benefits of averaging

by way of using a prior will always be the right thing to do.

You could argue that advanced questions like this are better suited for

a more advanced text book. I tend to ask more out of a book.

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